Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference

Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference

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Bibliographic Details
Main Authors: Paulo Pereira da Silva, Paulo Tomaz Rebelo, Cristina Afonso
Format: Article
Language:English
Published: De Gruyter 2013-09-01
Series:Economics : the Open-Access, Open-Assessment e-Journal
Online Access:http://www.economics-ejournal.org/economics/discussionpapers/2013-52
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spelling doaj-751e37f567a5450a89af8d0536533e912021-09-02T10:23:14ZengDe GruyterEconomics : the Open-Access, Open-Assessment e-Journal1864-60422013-09-01Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based InferencePaulo Pereira da SilvaPaulo Tomaz RebeloCristina Afonsohttp://www.economics-ejournal.org/economics/discussionpapers/2013-52
collection DOAJ
language English
format Article
sources DOAJ
author Paulo Pereira da Silva
Paulo Tomaz Rebelo
Cristina Afonso
spellingShingle Paulo Pereira da Silva
Paulo Tomaz Rebelo
Cristina Afonso
Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
Economics : the Open-Access, Open-Assessment e-Journal
author_facet Paulo Pereira da Silva
Paulo Tomaz Rebelo
Cristina Afonso
author_sort Paulo Pereira da Silva
title Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
title_short Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
title_full Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
title_fullStr Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
title_full_unstemmed Tail Dependence of Financial Stocks and CDS Markets – Evidence Using Copula Methods and Simulation-Based Inference
title_sort tail dependence of financial stocks and cds markets – evidence using copula methods and simulation-based inference
publisher De Gruyter
series Economics : the Open-Access, Open-Assessment e-Journal
issn 1864-6042
publishDate 2013-09-01
url http://www.economics-ejournal.org/economics/discussionpapers/2013-52
work_keys_str_mv AT paulopereiradasilva taildependenceoffinancialstocksandcdsmarketsevidenceusingcopulamethodsandsimulationbasedinference
AT paulotomazrebelo taildependenceoffinancialstocksandcdsmarketsevidenceusingcopulamethodsandsimulationbasedinference
AT cristinaafonso taildependenceoffinancialstocksandcdsmarketsevidenceusingcopulamethodsandsimulationbasedinference
_version_ 1721176581127274496

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